+26.9%
PRU vs ALLY
+4.2%
+22.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.8% | +2.8% | +5.1% |
| 7D | +9.8% | +2.4% | +7.4% | +8.7% |
| 30D | +11.6% | +5.6% | +6.0% | +9.3% |
| 3M | +3.7% | -11.7% | +15.4% | +8.1% |
| 6M | +33.0% | -7.0% | +40.0% | +35.6% |
| YTD | +16.6% | -10.4% | +27.0% | +20.4% |
| 1Y | +26.9% | +2.4% | +24.6% | +24.9% |
| All | +26.9% | +4.2% | +22.7% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling